Regularity Conditions for Concave Programming in Finite Dimensional Spaces.
Abstract:
Constrained maximum problems with finitely many variables and finitely many constraints are examined with the assumption that the objective and the constraint functions are concave but not necessarily differentiable. A regularity condition necessary and sufficient for a maximum to be attained and for the problems to be reducible to saddle-point problems is presented. Further, a constraint qualification sufficient for the problems to be regular for any concave objective function is presented, of which Slater-Uzawas constraint qualifications are special cases. Author
Security Markings
DOCUMENT & CONTEXTUAL SUMMARY
Distribution:
Approved For Public Release
RECORD
Collection: TR